DeriveDeribit
Trade on DeriveETH options expiring 9OCT26, 22 days out, with the forward at $2,441. Open interest is $20K in calls and $805K in puts, put/call 41.25, and max pain is $2,500. At-the-money implied volatility is 47.9%. Where a strike is listed on both venues the cheaper ask and richer bid are visible side by side; the arb scanner flags any gap that exceeds fees. Strikes shown are within 60% of the forward. All ETH expiries.
| Strike | Call bid / ask | Put bid / ask | OI c / p |
|---|---|---|---|
| 2000 | $447 / $454 | $9.76 / $10.98 | 0 / 305 |
| 2100 | $354 / $361 | $17.09 / $19.53 | 0 / 0 |
| 2200 | $267 / $276 | $30.51 / $32.95 | 0 / 0 |
| 2300 | $193 / $199 | $54.92 / $57.36 | 0 / 1 |
| 2350 | $160 / $166 | $72.00 / $74.44 | 0 / 0 |
| 2400 | $133 / $135 | $92.75 / $95.19 | 0 / 2 |
| 2450 | $109 / $111 | $118 / $121 | 0 / 0 |
| 2500 | $86.63 / $90.29 | $146 / $150 | 0 / 22 |
| 2550 | $69.56 / $72.00 | $177 / $184 | 0 / 0 |
| 2600 | $54.92 / $57.36 | $212 / $221 | 4 / 0 |
| 2700 | $34.17 / $36.61 | $289 / $301 | 4 / 0 |
| 2800 | $20.75 / $23.19 | $376 / $389 | 0 / 0 |
| 3000 | $9.52 / $10.25 | $563 / $578 | 0 / 0 |